CME Japanese Yen Future September 2013
Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.1082 |
1.1001 |
-0.0081 |
-0.7% |
1.1130 |
High |
1.1083 |
1.1015 |
-0.0068 |
-0.6% |
1.1393 |
Low |
1.1037 |
1.0965 |
-0.0072 |
-0.7% |
1.1006 |
Close |
1.1046 |
1.0987 |
-0.0059 |
-0.5% |
1.1013 |
Range |
0.0046 |
0.0050 |
0.0004 |
8.7% |
0.0387 |
ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
17 |
44 |
27 |
158.8% |
184 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1139 |
1.1113 |
1.1015 |
|
R3 |
1.1089 |
1.1063 |
1.1001 |
|
R2 |
1.1039 |
1.1039 |
1.0996 |
|
R1 |
1.1013 |
1.1013 |
1.0992 |
1.1001 |
PP |
1.0989 |
1.0989 |
1.0989 |
1.0983 |
S1 |
1.0963 |
1.0963 |
1.0982 |
1.0951 |
S2 |
1.0939 |
1.0939 |
1.0978 |
|
S3 |
1.0889 |
1.0913 |
1.0973 |
|
S4 |
1.0839 |
1.0863 |
1.0960 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2298 |
1.2043 |
1.1226 |
|
R3 |
1.1911 |
1.1656 |
1.1119 |
|
R2 |
1.1524 |
1.1524 |
1.1084 |
|
R1 |
1.1269 |
1.1269 |
1.1048 |
1.1203 |
PP |
1.1137 |
1.1137 |
1.1137 |
1.1105 |
S1 |
1.0882 |
1.0882 |
1.0978 |
1.0816 |
S2 |
1.0750 |
1.0750 |
1.0942 |
|
S3 |
1.0363 |
1.0495 |
1.0907 |
|
S4 |
0.9976 |
1.0108 |
1.0800 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1280 |
1.0965 |
0.0315 |
2.9% |
0.0086 |
0.8% |
7% |
False |
True |
36 |
10 |
1.1393 |
1.0965 |
0.0428 |
3.9% |
0.0094 |
0.9% |
5% |
False |
True |
32 |
20 |
1.1528 |
1.0965 |
0.0563 |
5.1% |
0.0070 |
0.6% |
4% |
False |
True |
24 |
40 |
1.2254 |
1.0965 |
0.1289 |
11.7% |
0.0052 |
0.5% |
2% |
False |
True |
14 |
60 |
1.2640 |
1.0965 |
0.1675 |
15.2% |
0.0039 |
0.4% |
1% |
False |
True |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1228 |
2.618 |
1.1146 |
1.618 |
1.1096 |
1.000 |
1.1065 |
0.618 |
1.1046 |
HIGH |
1.1015 |
0.618 |
1.0996 |
0.500 |
1.0990 |
0.382 |
1.0984 |
LOW |
1.0965 |
0.618 |
1.0934 |
1.000 |
1.0915 |
1.618 |
1.0884 |
2.618 |
1.0834 |
4.250 |
1.0753 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0990 |
1.1024 |
PP |
1.0989 |
1.1012 |
S1 |
1.0988 |
1.0999 |
|